+227.8%
STRL vs ROIV
+290.8%
-63.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.2% | -9.7% | -12.2% |
| 7D | -34.6% | -2.4% | -32.2% | -34.2% |
| 30D | -56.7% | +3.1% | -59.7% | -57.4% |
| 3M | -54.4% | +5.8% | -60.3% | -56.2% |
| 6M | -69.7% | +29.3% | -99.0% | -73.2% |
| YTD | -20.2% | +68.8% | -89.0% | -37.1% |
| 1Y | -40.6% | +81.0% | -121.6% | -54.6% |
| All | +227.8% | +290.8% | -63.0% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling